Masoliver, Jaume, 1951-Perelló, Josep, 1974-2014-03-042014-03-0420121539-3755https://hdl.handle.net/2445/50787The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that have made Feller process a convenient candidate for the modeling of a number of phenomena ranging from single-neuron firing to volatility of financial assets. While general properties of the process have long been well known, less known are properties related to level crossing such as the first-passage and the escape problems. In this work we thoroughly address these questions.12 p.application/pdfeng(c) American Physical Society, 2012Física matemàticaProcessos estocàsticsMercat financerMathematical physicsStochastic processesFinancial marketinfo:eu-repo/semantics/article6186082014-03-04info:eu-repo/semantics/openAccess